| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,859.0 |
2,879.0 |
20.0 |
0.7% |
2,843.0 |
| High |
2,889.0 |
2,894.0 |
5.0 |
0.2% |
2,894.0 |
| Low |
2,843.0 |
2,826.0 |
-17.0 |
-0.6% |
2,823.0 |
| Close |
2,865.0 |
2,836.0 |
-29.0 |
-1.0% |
2,836.0 |
| Range |
46.0 |
68.0 |
22.0 |
47.8% |
71.0 |
| ATR |
47.9 |
49.3 |
1.4 |
3.0% |
0.0 |
| Volume |
1,403,082 |
1,562,749 |
159,667 |
11.4% |
5,316,537 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.0 |
3,014.0 |
2,873.4 |
|
| R3 |
2,988.0 |
2,946.0 |
2,854.7 |
|
| R2 |
2,920.0 |
2,920.0 |
2,848.5 |
|
| R1 |
2,878.0 |
2,878.0 |
2,842.2 |
2,865.0 |
| PP |
2,852.0 |
2,852.0 |
2,852.0 |
2,845.5 |
| S1 |
2,810.0 |
2,810.0 |
2,829.8 |
2,797.0 |
| S2 |
2,784.0 |
2,784.0 |
2,823.5 |
|
| S3 |
2,716.0 |
2,742.0 |
2,817.3 |
|
| S4 |
2,648.0 |
2,674.0 |
2,798.6 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,064.0 |
3,021.0 |
2,875.1 |
|
| R3 |
2,993.0 |
2,950.0 |
2,855.5 |
|
| R2 |
2,922.0 |
2,922.0 |
2,849.0 |
|
| R1 |
2,879.0 |
2,879.0 |
2,842.5 |
2,865.0 |
| PP |
2,851.0 |
2,851.0 |
2,851.0 |
2,844.0 |
| S1 |
2,808.0 |
2,808.0 |
2,829.5 |
2,794.0 |
| S2 |
2,780.0 |
2,780.0 |
2,823.0 |
|
| S3 |
2,709.0 |
2,737.0 |
2,816.5 |
|
| S4 |
2,638.0 |
2,666.0 |
2,797.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,894.0 |
2,823.0 |
71.0 |
2.5% |
46.4 |
1.6% |
18% |
True |
False |
1,063,307 |
| 10 |
2,934.0 |
2,823.0 |
111.0 |
3.9% |
51.1 |
1.8% |
12% |
False |
False |
1,187,630 |
| 20 |
2,980.0 |
2,823.0 |
157.0 |
5.5% |
46.3 |
1.6% |
8% |
False |
False |
1,091,583 |
| 40 |
2,980.0 |
2,759.0 |
221.0 |
7.8% |
42.3 |
1.5% |
35% |
False |
False |
1,025,189 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
13.8% |
47.1 |
1.7% |
63% |
False |
False |
878,447 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
45.6 |
1.6% |
60% |
False |
False |
659,594 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
45.0 |
1.6% |
60% |
False |
False |
527,914 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
43.5 |
1.5% |
63% |
False |
False |
440,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,183.0 |
|
2.618 |
3,072.0 |
|
1.618 |
3,004.0 |
|
1.000 |
2,962.0 |
|
0.618 |
2,936.0 |
|
HIGH |
2,894.0 |
|
0.618 |
2,868.0 |
|
0.500 |
2,860.0 |
|
0.382 |
2,852.0 |
|
LOW |
2,826.0 |
|
0.618 |
2,784.0 |
|
1.000 |
2,758.0 |
|
1.618 |
2,716.0 |
|
2.618 |
2,648.0 |
|
4.250 |
2,537.0 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,860.0 |
2,860.0 |
| PP |
2,852.0 |
2,852.0 |
| S1 |
2,844.0 |
2,844.0 |
|